Correction to: Parallel and distributed computing for stochastic dual dynamic programming
نویسندگان
چکیده
منابع مشابه
Stochastic Dual Dynamic Integer Programming
Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems. A common formulation for these problems is a dynamic programming formulation involving nested cost-to-go functions. In the linear setting, the cost-to-go functions are convex polyhedral, and decomposition algorithms, suc...
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ژورنال
عنوان ژورنال: Computational Management Science
سال: 2021
ISSN: ['1619-6988', '1619-697X']
DOI: https://doi.org/10.1007/s10287-021-00417-5